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TSS

Two Sigma Securities Portfolio holdings

AUM $861M
1-Year Est. Return 21.33%
This Fund
S&P 500
This Quarter Est. Return
+15.28%
1 Year Est. Return
+21.33%
3 Year Est. Return
+86.85%
5 Year Est. Return
+97.02%
10 Year Est. Return
+293.06%
AUM
$4.89B
AUM Growth
+$434M
Cap. Flow
-$285M
Cap. Flow %
-5.83%
Top 10 Hldgs %
56.91%
Holding
1,782
New
444
Increased
323
Reduced
478
Closed
510

Top Buys

Rank Stock Value
1
TSLA icon
Tesla
TSLA
+$55.3M
2
PCGU
PG&E Corporation
PCGU
+$27.6M
3
NEE.PRQ
NextEra Energy, Inc. 6.219% Corporate Units
NEE.PRQ
+$8.34M
4
GOOGL icon
Alphabet (Google) Class A
GOOGL
+$6.71M
5
XLF icon
State Street Financial Select Sector SPDR ETF
XLF
+$5.91M

Top Sells

Rank Stock Value
1
CCI.PRA
Crown Castle International Corp. 6.875% Mandatory Convertible Preferred Stock, Series A
CCI.PRA
+$23.4M
2
NEE.PRO
NextEra Energy, Inc. 4.872% Corporate Units
NEE.PRO
+$19.6M
3
CFXA
Colfax Corporation 5.75% Tangible Equity Units
CFXA
+$17.1M
4
SOLN
The Southern Company
SOLN
+$13.1M
5
AAPL icon
Apple
AAPL
+$11.9M

Sector Composition

Rank Sector Weight
1 Consumer Discretionary 1.81%
2 Financials 0.42%
3 Utilities 0.37%
4 Healthcare 0.3%
5 Technology 0.29%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
WPX
1101
DELISTED
WPX Energy, Inc.
WPX
$206K ﹤0.01%
+42,078
New +$233K
FCX icon
1102
PUT
Freeport-McMoran
FCX
$86.2B
$205K ﹤0.01%
13,100
-6,200
-32% -$89.4K
HRL icon
1103
CALL
Hormel Foods
HRL
$14.2B
$205K ﹤0.01%
+4,200
New +$211K
HUBS icon
1104
CALL
HubSpot
HUBS
$12.9B
$205K ﹤0.01%
700
-1,000
-59% -$262K
OZK icon
1105
PUT
Bank OZK
OZK
$5.63B
$205K ﹤0.01%
+9,600
New +$224K
XHB icon
1106
State Street SPDR S&P Homebuilders ETF
XHB
$1.61B
$205K ﹤0.01%
3,807
-9,279
-71% -$469K
ETN icon
1107
PUT
Eaton
ETN
$141B
$204K ﹤0.01%
2,000
-4,400
-69% -$430K
MET icon
1108
MetLife
MET
$62.4B
$204K ﹤0.01%
5,489
-2,802
-34% -$106K
SDOW icon
1109
ProShares UltraPro Short Dow 30
SDOW
$170M
$204K ﹤0.01%
704
-152
-18% -$48.2K
MDC
1110
PUT
DELISTED
M.D.C. Holdings, Inc.
MDC
$203K ﹤0.01%
+4,644
New +$185K
FSLY icon
1111
Fastly Inc
FSLY
$3.24B
$202K ﹤0.01%
+2,156
New +$187K
MAR icon
1112
Marriott International
MAR
$100B
$202K ﹤0.01%
2,178
-1,028
-32% -$97K
BIG
1113
CALL
DELISTED
Big Lots, Inc.
BIG
$201K ﹤0.01%
4,500
-4,500
-50% -$202K
RDS.A
1114
PUT
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
$201K ﹤0.01%
+8,000
New +$242K
KSS icon
1115
Kohl's
KSS
$2.16B
$198K ﹤0.01%
+10,692
New +$226K
SDC
1116
PUT
DELISTED
SmileDirectClub, Inc. Class A Common Stock
SDC
$194K ﹤0.01%
+16,600
New +$152K
TME icon
1117
CALL
Tencent Music
TME
$15.9B
$193K ﹤0.01%
+13,100
New +$204K
NOK icon
1118
Nokia
NOK
$46.9B
$192K ﹤0.01%
+49,017
New +$221K
SPCE icon
1119
CALL
Virgin Galactic
SPCE
$315M
$192K ﹤0.01%
+500
New +$190K
UNG icon
1120
PUT
United States Natural Gas Fund
UNG
$450M
$189K ﹤0.01%
4,150
+1,400
+51% +$67K
CVE icon
1121
Cenovus Energy
CVE
$54.2B
$187K ﹤0.01%
+48,018
New +$220K
AAL icon
1122
American Airlines Group
AAL
$9.82B
$186K ﹤0.01%
15,106
-5,106
-25% -$64K
VRN
1123
DELISTED
Veren
VRN
$186K ﹤0.01%
152,616
+141,694
+1,297% +$230K
AA icon
1124
CALL
Alcoa
AA
$11.3B
$185K ﹤0.01%
+15,900
New +$213K
HBI
1125
DELISTED
Hanesbrands
HBI
$185K ﹤0.01%
+11,737
New +$172K
43 44
45
46 47

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OAM
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NOCM
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Two Sigma Securities's Q3 2020 Portfolio in Review

As of Q3 2020, Two Sigma Securities held 1,782 positions worth $4.89B, up 9.7% from $4.46B the previous quarter. Its ten largest holdings account for 57% of the portfolio.

Two Sigma Securities withdrew a net $285M in Q3 2020, closing 510 positions and reducing 478 holdings. Its most notable exit was Crown Castle International Corp. 6.875% Mandatory Convertible Preferred Stock, Series A, an estimated $23.4M position sold in full.

By sector, the portfolio is most concentrated in Consumer Discretionary at 1.8% of assets, up from 0.41% a quarter earlier, followed by Financials and Utilities.

Against the trend, Two Sigma Securities opened a new position in PG&E Corporation worth $27.7M.

  • Two Sigma Securities's largest Q3 2020 buy was PG&E Corporation: 282,187 shares worth $27.7M.
  • Two Sigma Securities added most to Tesla in Q3 2020, an estimated $55.3M increase.
  • Two Sigma Securities's biggest Q3 2020 reduction was NextEra Energy, Inc. 4.872% Corporate Units, cutting an estimated $19.6M.
  • Two Sigma Securities fully exited Crown Castle International Corp. 6.875% Mandatory Convertible Preferred Stock, Series A in Q3 2020, selling an estimated $23.4M.
  • Two Sigma Securities's ten largest holdings make up 57% of its $4.89B portfolio in Q3 2020.
  • Two Sigma Securities opened 444 new positions and closed 510 in Q3 2020.
  • Two Sigma Securities's portfolio value rose 9.7% quarter-over-quarter to $4.89B.

Based on Two Sigma Securities's 13F filing for Q3 2020, filed 16 Nov 2020.